Improved analysis of randomized SVD for top-eigenvector approximation

Our implementation of Randomized SVD (RSVD) and RandSum (RandSum) are in code/utility.py.

Package requirements

Python with 3.7.4

• optparse
• NumPy, SciPy, Matplotlib

Reproduce our results

1. Run experiment with bash file code/run.sh by executing ./run.sh under the code/ folder
2. Plot the results with code/plot.py by executing python plot.py